Anchored causal inference in the presence of measurement error

Abstract

We consider the problem of learning a causal graph in the presence of measurement error. This setting is for example common in genomics, where gene expression is corrupted through the measurement process. We develop a provably consistent procedure for estimating the causal structure in a linear Gaussian structural equation model from corrupted observations on its nodes, under a variety of measurement error models. Namely, we provide an estimator based on the method-of-moments and an associated test which can be used in conjunction with constraint-based causal structure discovery algorithms. We prove asymptotic consistency of the procedure and also discuss finite-sample considerations. We demonstrate our method's performance through simulations and on real data, where we recover the underlying gene regulatory network from zero-inflated single-cell RNA-seq data.